Analysis of the Jackknife Method Using Straight and Antithetic Realizations from a Computer Simulation

摘要

In many situations it is important to have a continuous flow of supplies from a storage point to a consumer. Often, though, queues develop and the flow of supplies is interrupted. To investigate these queue problems the statistics concerning various queue properties may be studied by computer simulation. To obtain accurate statistical information many realizations for each queue property must be obtained. Because of this, it may be costly to use queue simulations and computers to study these problems. However, by using straight-forward and antithetic sampling techniques in a queue simulation, the number of realizations needed to obtain accurate confidence interval estimates for the population standard deviation (Sigma sub P) was reduced. By using a combination of ten straight and ten corresponding antithetic realizations, repeated testing of confidence intervals determined by both the jackknife and chi-square procedures showed that the predicted percentage of coverage of (sigma sub p) for the various queue properties could be obtained to a satisfactory approximation. (Author)